Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence

DOI10.3982/QE1670OpenAlexW4382238044MaRDI QIDQ6067223

Victor Chernozhukov, Matt Goldman, Matthew A. Taddy, Vira Semenova

Publication date: 16 November 2023

Published in: Quantitative Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/qe1670

zbMATH Keywords

time seriesmixingdynamic panel dataorthogonal learningresidual learningcross-fittingCATEneighbors-left-out

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Related Items (1)

Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence

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